The IMA Volumes in Mathematics and its Applications

New Directions in Time Series Analysis

Part II

Editors: Brillinger, D., Caines, P., Geweke, J., Parzen, E., Rosenblatt, M., Taqqu, M. (Eds.)

Free Preview

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-1-4613-9296-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA in USD
  • ISBN 978-1-4613-9298-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.

Table of contents (22 chapters)

  • Recent Developments in Location Estimation and Regression for Long-Memory Processes

    Beran, Jan

    Pages 1-9

  • Phase-Transition in Statistical Physical Models with Discrete and Continuous Symmetries

    Bleher, P. M. (et al.)

    Pages 11-20

  • Identification of Linear Systems from Noisy Data

    Deistler, M. (et al.)

    Pages 21-42

  • Unit Roots in U.S. Macroeconomic Time Series: A Survey of Classical and Bayesian Perspectives

    Dejong, David N. (et al.)

    Pages 43-69

  • A Nonparametric Approach to Nonlinear Time Series Analysis: Estimation and Simulation

    Gallant, A. Ronald (et al.)

    Pages 71-92

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-1-4613-9296-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA in USD
  • ISBN 978-1-4613-9298-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
New Directions in Time Series Analysis
Book Subtitle
Part II
Editors
  • David Brillinger
  • Peter Caines
  • John Geweke
  • Emanuel Parzen
  • Murray Rosenblatt
  • Murad Taqqu
Series Title
The IMA Volumes in Mathematics and its Applications
Series Volume
46
Copyright
1993
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York, Inc.
eBook ISBN
978-1-4613-9296-5
DOI
10.1007/978-1-4613-9296-5
Softcover ISBN
978-1-4613-9298-9
Series ISSN
0940-6573
Edition Number
1
Number of Pages
XVIII, 382
Topics